[DRNewcomb]

They use a GSM function called USSD (Unstructured Supplementary Service Data) which allows the roamer to send a free signal back to his home switch. This signal says to the home switch, "Call me back and connect me to number X" This allows the service provider to control the call costs real-time and not wait for the roamed carrier to send the bill as with regular post-paid roaming. The ideal "free incoming" roaming SIM will be issued from a small country with lax regulation where the carrier can charge a high termination premium. Some of these are special numbers that are charged higher than a normal mobile but many international long-distance carriers just average the costs and charge one rate to all mobile numbers in a given country. The high premium will cover the rate to make an international call to the roamed country plus their wireless surchage, which is all the carriers usually pay. (The normal practice in international roaming is to rip the customer off to the maximum extent possible.)